Pages that link to "Item:Q744806"
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The following pages link to Penalized estimation in additive varying coefficient models using grouped regularization (Q744806):
Displaying 12 items.
- Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- Component selection in additive quantile regression models (Q397238) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Additive varying-coefficient model for nonlinear gene-environment interactions (Q1672817) (← links)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
- Model pursuit and variable selection in the additive accelerated failure time model (Q2062404) (← links)
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
- Wavelet-based robust estimation and variable selection in nonparametric additive models (Q2066754) (← links)
- Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models (Q2516626) (← links)
